org.jquantlib.testsuite.pricingengines

Class JumpDiffusionEngineTest

java.lang.Object

org.jquantlib.testsuite.pricingengines.JumpDiffusionEngineTest

public class JumpDiffusionEngineTest
extends java.lang.Object

Constructor Summary

Constructors

Constructor and Description
JumpDiffusionEngineTest()

Method Summary

Modifier and Type	Method and Description
void	testGreeks()
void	testMerton76()

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

JumpDiffusionEngineTest

public JumpDiffusionEngineTest()

Method Detail

testMerton76

public void testMerton76()

testGreeks

public void testGreeks()